• Title/Summary/Keyword: cumulative distribution functions

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Statistical Modeling of Joint Distribution Functions for Reliability Analysis (신뢰성 해석을 위한 결합분포함수의 통계모델링)

  • Noh, Yoojeong;Lee, Sangjin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.5
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    • pp.2603-2609
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    • 2014
  • Reliability analysis of mechanical systems requires statistical modeling of input random variables such as distribution function types and statistical parameters that affect the performance of the mechanical systems. Some random variables are correlated, but considered as independent variables or wrong assumptions on input random variables have been used. In this paper, joint distributions were modeled using copulas and Bayesian method from limited number of data. To verify the proposed method, statistical simulation tests were carried out for various number of samples and correlation coefficients. As a result, the Bayesian method selected the most probable copula types among candidate copulas even though the candidate copula shapes are similar for low correlations or the number of data is limited. The most probable copulas also yielded similar reliabilities with the true reliability obtained from a true copula, so that it can be concluded that the Bayesian method provides accurate statistical modeling for the reliability analysis.

Efficient Performance Evaluation Method for IS-95 System (IS-95 시스템 역방향 채널에서의 효율적인 성능평가 기법)

  • 전재춘;고윤진;정미선;황인관
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.4B
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    • pp.345-352
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    • 2002
  • In this paper, in order to evaluate the performance of IS-95 system reverse link in white gaussian noise and rayleigh fading environment, we suggest epochal proposal to improve computer run-time and its efficiency is verified in terms of the number of samples. MC(Monte Carlo) simulation is the most popular simulation technique lately, but MC simulation requires a number of samples at low bit error rate. Therefore, MC cannot avoid the limit of computer run-time. To alleviate these problems, we apply the suggested method called central moment technique to the reverse link of the IS-95 system and can obtain discrete probability mass functions from Nth order central moments of the less number of received signal samples than those required in MC. Continuous cumulative probability distribution function can be accurately estimated by using interpolation and the improvement effect for the number of samples is proven.

Underlay Cooperative Cognitive Networks with Imperfect Nakagami-m Fading Channel Information and Strict Transmit Power Constraint: Interference Statistics and Outage Probability Analysis

  • Ho-Van, Khuong;Sofotasios, Paschalis C.;Freear, Steven
    • Journal of Communications and Networks
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    • v.16 no.1
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    • pp.10-17
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    • 2014
  • This work investigates two important performance metrics of underlay cooperative cognitive radio (CR) networks: Interference cumulative distribution function of licensed users and outage probability of unlicensed users. These metrics are thoroughly analyzed in realistic operating conditions such as imperfect fading channel information and strict transmit power constraint, which satisfies interference power constraint and maximum transmit power constraint, over Nakagami-m fading channels. Novel closed-form expressions are derived and subsequently validated extensively through comparisons with respective results from computer simulations. The proposed expressions are rather long but straightforward to handle both analytically and numerically since they are expressed in terms of well known built-in functions. In addition, the offered results provide the following technical insights: i) Channel information imperfection degrades considerably the performance of both unlicensed network in terms of OP and licensed network in terms of interference levels; ii) underlay cooperative CR networks experience the outage saturation phenomenon; iii) the probability that the interference power constraint is satisfied is relatively low and depends significantly on the corresponding fading severity conditions as well as the channel estimation quality; iv) there exists a critical performance trade-off between unlicensed and licensed networks.

Morphology-Dependent Evolution of Galaxies in Mid-infrared Green Valley

  • Lee, Gwang-Ho;Lee, Myung Gyoon;Sohn, Jubee
    • The Bulletin of The Korean Astronomical Society
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    • v.39 no.2
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    • pp.48.1-48.1
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    • 2014
  • We investigate the evolution of galaxies in mid-infrared (MIR) $[3.4{\mu}m]-[12{\mu}m]$ color versus $12{\mu}$ luminosity diagram using Wide-field Infrared Survey Explorer data for member galaxies of the A2199 supercluster at $z{\simeq}0.03$. In the MIR color-luminosity diagram, we classify galaxies into three MIR classes: MIR blue cloud (massive, quiescent and mostly early-type), MIR star-forming sequence (mostly late-type), and MIR green valley galaxies. Both MIR green valley galaxies and MIR blue cloud galaxies are optically red sequence populations, and there is no significant difference in star formation rates and stellar masses between them. We compare cumulative distribution functions of surface galaxy number density and of cluster/group-centric distance between three MIR classes. However, when considering only early-type galaxies, the difference between MIR blue cloud galaxies and MIR green valley galaxies disappears. In contrast, the intermediate trend of MIR green valley galaxies is still found for late-type galaxies. We discuss our results concerning the difference of evolution between early- and late-type galaxies and the connection to environment.

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Study on Prediction System Construction of Fire.Explosion Accident by NG & LPG among Domestic Gas Accidents (국내 가스 사고사례 중 NG 및 LPG의 가스 화재.폭발사고 예측시스템 구축에 관한 연구)

  • Ko Jae-Sun;Kim Hyo
    • Journal of the Korean Institute of Gas
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    • v.10 no.1 s.30
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    • pp.48-55
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    • 2006
  • In order to establish the comprehensively, quantitatively predictable program to the fire and explosion accidents in the urban gas system, and to set up domestic criteria of societal risk, the collected urban gas accident data have been deeply analyzed. The Poisson probability distribution functions with t=5 for the database of the gas accidents in recent 11 year shows that 'careless work-explosion-pipeline' item has the lowest frequency, whereas 'joint loosening & erosion-release-pipeline' item has the highest frequency. And thus the proper counteractions must be carried out. The further works requires setting up successive database on the fire and explosion accidents systematically to obtain reliable analyses.

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STATISTICAL PROPERTIES OF GRAVITATIONAL LENSING IN COSMOLOGICAL MODELS WITH COSMOLOGICAL CONSTANT

  • LEE HYUN-A;PARK MYEONG-GU
    • Journal of The Korean Astronomical Society
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    • v.27 no.2
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    • pp.103-117
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    • 1994
  • To extend the work of Gott, Park, and Lee (1989), statistical properties of gravitational lensing in a wide variety of cosmological models involving non-zero cosmological constant is investigated, using the redshifts of both lens and source and observed angular separation of images for gravitational lens systems. We assume singular isothermal sphere as lensing galaxy in homogenous and isotropic Friedmann­Lemaitre-Robertson- Walker universe, Schechter luminosity function, standard angular diameter distance formula and other galaxy parameters used in Fukugita and Turner (1991). To find the most adequate flat cosmological model and put a limit on the value of dimensionless cosmological constant $\lambda_0$, the mean value of the angular separation of images, probability distribution of angular separation and cumulative probability are calculated for given source and lens redshifts and compared with the observed values through several statistical methods. When there is no angular selection effect, models with highest value of $\lambda_0$ is preferred generally. When the angular selection effects are considered, the preferred model depends on the shape of the selection functions and statistical methods; yet, models with large $\lambda_0$ are preferred in general. However, the present data can not rule out any of the flat universe models with enough confidence. This approach can potentially select out best model. But at the moment, we need more data.

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A Combined Procedure of RSM and LHS for Uncertainty Analyses of CsI Release Fraction Under a Hypothetical Severe Accident Sequence of Station Blackout at Younggwang Nuclear Power Plant Using MAAP3.0B Code

  • Han, Seok-Jung;Tak, Nam-Il;Chun, Moon-Hyun
    • Nuclear Engineering and Technology
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    • v.28 no.6
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    • pp.507-521
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    • 1996
  • Quantification of uncertainties in the source term estimations by a large computer code, such as MELCOR and MAAP, is an essential process of the current Probabilistic safety assessment. The main objective of the present study is to investigate the applicability of a combined procedure of the response surface method (RSM) based on input determined from a statistical design and the Latin hypercube sampling (LHS) technique for the uncertainty analysis of CsI release fractions under a Hypothetical severe accident sequence of a station blackout at Younggwang nuclear power plant using MAAP3. OB code as a benchmark problem. On the basis of the results obtained in the present work, the RSM is recommended to be used as a principal tool for an overall uncertainty analysis in source term quantifications, while using the LHS in the calculations of standardized regression coefficients (SRC) and standardized rank regression coefficient (SRRC) to determine the subset of the most important input parameters in the final screening step and to check the cumulative distribution functions obtained by RSM. Verification of the response surface model for its sufficient accuracy is a prerequisite for the reliability of the final results that can be obtained by the combined procedure proposed in the present work.

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A statistical framework with stiffness proportional damage sensitive features for structural health monitoring

  • Balsamo, Luciana;Mukhopadhyay, Suparno;Betti, Raimondo
    • Smart Structures and Systems
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    • v.15 no.3
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    • pp.699-715
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    • 2015
  • A modal parameter based damage sensitive feature (DSF) is defined to mimic the relative change in any diagonal element of the stiffness matrix of a model of a structure. The damage assessment is performed in a statistical pattern recognition framework using empirical complementary cumulative distribution functions (ECCDFs) of the DSFs extracted from measured operational vibration response data. Methods are discussed to perform probabilistic structural health assessment with respect to the following questions: (a) "Is there a change in the current state of the structure compared to the baseline state?", (b) "Does the change indicate a localized stiffness reduction or increase?", with the latter representing a situation of retrofitting operations, and (c) "What is the severity of the change in a probabilistic sense?". To identify a range of normal structural variations due to environmental and operational conditions, lower and upper bound ECCDFs are used to define the baseline structural state. Such an approach attempts to decouple "non-damage" related variations from damage induced changes, and account for the unknown environmental/operational conditions of the current state. The damage assessment procedure is discussed using numerical simulations of ambient vibration testing of a bridge deck system, as well as shake table experimental data from a 4-story steel frame.

Probabilistic sensitivity of base-isolated buildings to uncertainties

  • Gazi, Hatice;Alhan, Cenk
    • Smart Structures and Systems
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    • v.22 no.4
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    • pp.441-457
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    • 2018
  • Characteristic parameter values of seismic isolators deviate from their nominal design values due to uncertainties and/or errors in their material properties and element dimensions, etc. Deviations may increase over service life due to environmental effects and service conditions. For accurate evaluation of the seismic safety level, all such effects, which would result in deviations in the structural response, need to be taken into account. In this study, the sensitivity of the probability of failure of the structures equipped with nonlinear base isolation systems to the uncertainties in various isolation system characteristic parameters is investigated in terms of various isolation system and superstructure response parameters in the context of a realistic three-dimensional base-isolated building model via Monte Carlo Simulations. The inherent record-to-record variability nature of the earthquake ground motions is also taken into account by carrying out analyses for a large number of ground motion records which are classified as those with and without forward-directivity effects. Two levels of nominal isolation periods each with three different levels of uncertainty are considered. Comparative plots of cumulative distribution functions and related statistical evaluation presented here portray the potential extent of the deviation of the structural response parameters resulting from the uncertainties and the uncertainty levels considered, which is expected to be useful for practicing engineers in evaluating isolator test results for their projects.

Probabilistic bearing capacity of circular footing on spatially variable undrained clay

  • Kouseya Choudhuri;Debarghya Chakraborty
    • Geomechanics and Engineering
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    • v.38 no.1
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    • pp.93-106
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    • 2024
  • The present paper investigates the spatial variability effect of soil property on the three-dimensional probabilistic characteristics of the bearing capacity factor (i.e., mean and coefficient of variation) of a circular footing resting on clayey soil where both mean and standard deviation of undrained shear strength increases with depth, keeping the coefficient of variation constant. The mean trend of undrained shear strength is defined by introducing the dimensionless strength gradient parameter. The finite difference method along with the random field and Monte Carlo simulation technique, is used to execute the numerical analyses. The lognormal distribution is chosen to generate random fields of the undrained shear strength. In the study, the potential failure of the structure is represented through the failure probability. The influences of different vertical scales of fluctuation, dimensionless strength gradient parameters, and coefficient of variation of undrained shear strength on the probabilistic characteristics of the bearing capacity factor and failure probability of the footing, along with the probability and cumulative density functions, are explored in this study. The variations of failure probability for different factors of safety corresponding to different parameters are also illustrated. The results are presented in non-dimensional form as they might be helpful to the practicing engineers dealing with this type of problem.